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TESTING THE METHOD OF MULTIPLE SCALES AND THE AVERAGING PRINCIPLE FOR MODEL PARAMETER ESTIMATION OF QUASIPERIODIC TWO TIME-SCALE MODELS
Papáček, Štěpán
;
Matonoha, Ctirad
Some dynamical systems are characterized by more than one timescale, e.g. two well separated time-scales are typical for quasiperiodic systems. The aim of this paper is to show how singular perturbation methods based on the slow-fast decomposition can serve for an enhanced parameter estimation when the slowly changing features are rigorously treated. Although the ultimate goal is to reduce the standard error for the estimated parameters, here we test two methods for numerical approximations of the solution of associated forward problem: (i) the multiple time-scales method, and (ii) the method of averaging. On a case study, being an under-damped harmonic oscillator containing two state variables and two parameters, the method of averaging gives well (theoretically predicted) results, while the use of multiple time-scales method is not suitable for our purposes.
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Perturbation methods in the theory of ODEs
Hubatová, Michaela
;
Pražák, Dalibor
(advisor) ;
Bárta, Tomáš
(referee)
This thesis extends the basic ordinary differential equations (ODE) course, specifically considering perturbations of ODEs. We introduce uniformly asympto- tic approximation and uniformly ordered approximation. We provide a perturba- tion-based method of computing derivatives of ODE solutions with respect to: an initial value, a parameter, and initial time. We present the method of averaging, error estimate, and a theorem about the existence and stability of a periodic so- lution to ODEs in periodic standard form. Furthermore, we apply the method of averaging to determine the period of a periodic solution of Duffing equation without forcing or damping. All the terms and methods of perturbation theory used in the thesis are accompanied with examples. 1
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